Space construction checklist

What we need to do, in order, from a logistics and engineering perspective:

1. Build a "truck stop" space station orbiting Earth.
2. Build a space station orbiting the moon.
3. Build a temporary habitat on the moon.
4. Build a permanent habitat in the moon. 
5. Build a space station orbiting Mars.
6. Build a temporary habitat on Mars.
7. Build a permanent habitat in Mars.

You build temporary (ten years?) shelters on the surface, to learn local conditions and techniques.  Then you house the workers for the subsurface phase in the domes.  You make clear up front that this is a very high risk project, and that quite a few people will die along the way.  You pay the workers handsomely, with a healthy bonus for completing a full tour, and a very substantial death gratuity.

Digging tunnels down makes far more sense than trying to build radiation and micro-meteor proof domes on the surface for long-term habitation.